+70.9%
NVT vs EL
+14.8%
+56.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.4% |
| 7D | +5.1% | +0.8% | +4.3% | +5.0% |
| 30D | -3.7% | +19.8% | -23.5% | -4.9% |
| 3M | -10.1% | +25.7% | -35.9% | -11.8% |
| 6M | +37.5% | +5.4% | +32.0% | +36.3% |
| YTD | +53.7% | +0.2% | +53.5% | +52.2% |
| 1Y | +70.9% | +20.4% | +50.4% | +65.9% |
| All | +70.9% | +14.8% | +56.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling